Equities Quant Platform Engineering Lead - Python (Technology) - VP Overview Citi is a world-leading global bank. We have approximately 200 million customer accounts and a presence in more than 160 countries and jurisdictions worldwide. We provide consumers, corporations, governments, and More ❯
Junior Quantitative Specialist Department: Engineering Employment Type: Full Time Location: London, UK Description The successful candidate will join a team which develops betting solutions. These betting solutions entail the development of mathematical/statistical models and high-performance algorithms; efficient More ❯
London, England, United Kingdom Hybrid / WFH Options
Capula Investment Management LLP
role covers the full software development lifecycle, including stakeholder engagement, requirements gathering, analysis, development, testing, deployment, and ongoing support. The role includes taking ownership of an existing stand-alone backtesting system written in Rust and over time integrating it into the wider company toolset, which is primarily written in C#. You will focus on building and maintaining tools to support … systematic trading, contributing across the entire strategy lifecycle—from research and backtesting to production deployment and operational readiness. The role is currently based in London, with the expectation of relocating to Singapore after approximately six months. Key Responsibilities Take ownership of existing systems and processes, ensuring their stability and effectiveness Design and implement new solutions in response to evolving requirements More ❯
and optimise execution algorithms to enhance trade performance Collaborate with portfolio managers, traders, and other researchers to refine investment strategies Maintain and improve research infrastructure, including data pipelines and backtesting frameworks Monitor model performance and adapt strategies to changing market conditions Job Requirements: Strong quantitative and analytical skills, with experience in systematic research or trading Proficiency in programming languages such More ❯
strategies to develop and refine profitable trading models within a high-profile team. Key Responsibilities: Design and implement medium frequency statistical arbitrage strategies across markets. Optimize signal extraction and backtesting for performance evaluation. Collaborate with portfolio managers to integrate new strategies. Monitor market conditions to adjust parameters. Stay updated with latest academic research in quantitative techniques. Requirements: Ph.D. in Mathematics More ❯
to develop and run systematic strategies and automated execution solutions through research and technical implementation. Position purpose Develop, improve and support EMQA’s systems. Our systems are responsible for backtesting and executing live systematic trading strategies and providing algorithms for automated execution solutions. Main responsibilities This list is not exhaustive and may include other tasks assigned by the manager. Experience More ❯
TCP/UDP, FIX, multicast), kernel bypass, and hardware timestamping. Experience with real-time market data processing, order book construction, and tick-to-trade pipelines. Experience with exchange simulators, backtesting frameworks, and latency benchmarking. Please apply for more info More ❯
You will develop and refine trading models that are innovative and profitable. Key Responsibilities: Design and implement medium frequency statistical arbitrage strategies across various markets. Optimize signal extraction and backtesting to evaluate trading models. Collaborate with portfolio managers to integrate new strategies. Monitor market conditions and adjust parameters accordingly. Stay updated with the latest academic research in quantitative techniques. Requirements More ❯
TCP/UDP, FIX, multicast), kernel bypass, and hardware timestamping. Experience with real-time market data processing, order book construction, and tick-to-trade pipelines. Experience with exchange simulators, backtesting frameworks, and latency benchmarking. Please apply for more info More ❯
team. You will develop and refine trading models that are innovative and profitable. Key Responsibilities: Design and implement medium frequency statistical arbitrage strategies across markets. Optimize signal extraction and backtesting for model performance evaluation. Collaborate with portfolio managers to integrate new strategies. Monitor market conditions and adjust parameters accordingly. Stay updated with the latest academic research and techniques. Requirements: Ph.D. More ❯
will be the building and enhancing key components for the firm. Working closely with traders and quants, this role offers exposure to many aspects of electronic and algorithmic trading, backtesting, and data management systems as you roll out, support and run strategies. You’ll design clean architecture and leverage state-of-the-art tools and components. They would welcome someone More ❯
related numerical discipline Self-motivated, proactive, with an intuitive mindset, and good attention to detail Knowledge of risk management models and techniques such as Value at Risk, liquidity risk, backtesting and stress testing models is preferred Knowledge of financial derivative products such as fixed income, interest rates or commodity derivatives is an advantage Ability to be a team player and More ❯
Research: Collaborating closely with the Senior Portfolio Manager (SPM) to drive the research agenda, with a primary focus on idea generation, data gathering, research/analysis, model implementation, and backtesting of systematic equity strategies. Model Development: Combining financial insights with advanced statistical learning techniques to analyze diverse datasets, build predictive models, and apply them to the investment process. Collaboration: Working More ❯
data access. Quant analytics libraries for users of BQuant and the rest of our team who are creating specific workflow solutions on top such as natural language processing (NLP), backtesting, trading systems integration etc. Product ownership of revenue generating BQuant offerings ranging from core solutions for equity, fixed income, and macro quants to advanced solutions including Intraday Analytics and Textual More ❯
Social network you want to login/join with: Statistical Arbitrage Quant Researcher, Portsmouth, Hampshire Location: Portsmouth, Hampshire, United Kingdom Job Category: Other EU work permit required: Yes Job Views: 3 Posted: 16.06.2025 Expiry Date: 31.07.2025 Job Description: Statistical Arbitrage More ❯
This job is brought to you by Jobs/Redefined, the UK's leading over-50s age inclusive jobs board. Responsibilities eFX Trading/Quant Development Manager (DIR) Societe Generale is one of Europe's leading financial services groups and More ❯
Quantitative Researcher (2025 PHD Graduate): A leading global Market-Maker is seeking emerging talent to join their quantitative research team. The following information provides an overview of the skills, qualities, and qualifications needed for this role. They are looking to More ❯
Leading global hedge fund is looking for a Quantitative Researcher to join their offices in Abu Dhabi to support the operation and development of their MENA quantitative equities strategies. Is your CV ready If so, and you are confident this More ❯
Quantitative Researcher (2025 PHD Graduate): A leading global Market-Maker is seeking emerging talent to join their quantitative research team. They are looking to onboard exceptional individuals who will come into the business to support and advise multiple trading desks. More ❯
Risk Analytics – Counterparty Credit Risk Quantitative Analyst Quantitative specialist for developing and managing analytics for counterparty credit risk models. Candidate will join the Risk Analytics group that partakes in model development over the full life-cycle of modes: from methodology More ❯
Risk Analytics – Counterparty Credit Risk Quantitative Analyst Quantitative specialist for developing and managing analytics for counterparty credit risk models. Candidate will join the Risk Analytics group that partakes in model development over the full life-cycle of modes: from methodology More ❯
Quantitative Researcher (2025 PHD Graduate): A leading global Market-Maker is seeking emerging talent to join their quantitative research team. They are looking to onboard exceptional individuals who will come into the business to support and advise multiple trading desks. More ❯
United Kingdom Company Overview Soros Fund Management LLC (SFM) is a global asset manager and family office founded by George Soros in 1970. With $28 billion in assets under management (AUM), SFM serves as the principal asset manager for the More ❯
Social network you want to login/join with: col-narrow-left Client: Oxford Knight Location: London, United Kingdom Job Category: Other - EU work permit required: Yes col-narrow-right Job Reference: 1480b120e8c5 Job Views: 11 Posted: 17.06.2025 Expiry Date More ❯
A leading, multi-manager hedge fund with +$15Bn AuM is growing an established team. This is an opportunity to work under a Portfolio Manager with extensive experience running systematic cash equity strategies. They are looking for a Quantitative Researcher More ❯
